I believe you have to modify the Style. By default, Word uses the Normal style to format all texts. Make sure you are on the Home tab. Then, right-click on the Normal style and click Modify.
[img]
http://floridawriters.files.wordpress.com/2009/07/modifynormal.jpg?w=387&h=198[/img]
In the dialog box change the font to your preferred font.
If you want to apply to every document from here on out click the radio button labeled "New documents based on this template" near the bottom of the Modify Style dialog, then click OK.
Hope his works.
Andreia